Works matching DE "MOMENTUM investing"

Results: 80

Does the Momentum Strategy Work at the Industry Level? Evidence from the Chinese Stock Market.

Published in:

Emerging Markets Finance & Trade, 2017, v. 53, n. 5, p. 1072, doi. 10.1080/1540496X.2016.1264248

By:

Gong, Yujing

Publication type:

Article

Using a Z-score Approach to Combine Value and Momentum in Tactical Asset Allocation.

Published in:

Journal of Wealth Management, 2012, v. 15, n. 1, p. 52, doi. 10.3905/jwm.2012.15.1.052

By:

Wang, Peng;
Kochard, Larry

Publication type:

Article

Spectral analysis and the death of value investing.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1988380

By:

Bezuidenhout, John-Morgan;
van Vuuren, Gary

Publication type:

Article

Time-series and cross-sectional momentum and contrarian strategies within the commodity futures markets.

Published in:

Cogent Economics & Finance, 2017, v. 5, n. 1, p. N.PAG, doi. 10.1080/23322039.2017.1339772

By:

Benavides Rosales, Enrique;
McMillan, David

Publication type:

Article

Taming momentum crashes through triple momentum investing.

Published in:

Journal of Public Affairs (14723891), 2022, v. 22, n. 3, p. 1, doi. 10.1002/pa.2525

By:

Singh, Simarjeet;
Walia, Nidhi;
Jain, Jinesh;
Garg, Aashish

Publication type:

Article

SHORT TERM MOMENTUM AND CONTRARIAN PROFITS ON THE BUCHAREST STOCK EXCHANGE BEFORE AND DURING THE GLOBAL CRISIS.

Published in:

Annals of Eftimie Murgu University Resita, Fascicle II, Economic Studies, 2012, p. 344

By:

STEFANESCU, Razvan;
DUMITRIU, Ramona;
NISTOR, Costel

Publication type:

Article

Momentum and Reversal: Does What Goes Up Always Come Down?

Published in:

Review of Finance, 2017, v. 21, n. 2, p. 555, doi. 10.1093/rof/rfw006

By:

Conrad, Jennifer;
Yavu, M. Deniz

Publication type:

Article

Mesdames et Messieurs, momentum performance is not so abnormal after all!

Published in:

Applied Economics, 2013, v. 45, n. 27, p. 3871, doi. 10.1080/00036846.2012.730138

By:

Galariotis, Emilios

Publication type:

Article

Performance measurement models and their influence on net fundraising of investment funds.

Published in:

Revista Contabilidade & Finanças - USP, 2018, v. 29, n. 78, p. 435, doi. 10.1590/1808-057x201805330

By:

Fernandes, Anderson Rocha de J.;
Evangelista Fonseca, Simone;
Aldo Iquiapaza, Robert

Publication type:

Article

Individual Reaction to Past Performance Sequences: Evidence from a Real Marketplace.

Published in:

Management Science, 2018, v. 64, n. 4, p. 1957, doi. 10.1287/mnsc.2016.2636

By:

Andrikogiannopoulou, Angie;
Papakonstantinou, Filippos

Publication type:

Article

The Effect of the Movement in 52-Week High on Momentum Profit: The Evidence from Taiwan.

Published in:

International Journal of Business & Economic Sciences Applied Research, 2023, v. 16, n. 1, p. 71, doi. 10.25103/ijbesar.161.07

By:

Li-Chuan Liao;
Tzu-Pu Chang;
Ping-Huang Wang

Publication type:

Article

BM(book-to-market ratio) factor: medium-term momentum and long-term reversal.

Published in:

Financial Innovation, 2018, v. 4, n. 1, p. 1, doi. 10.1186/s40854-017-0085-6

By:

Wei-qi, Liu;
Jingxing, Zhang

Publication type:

Article

Intertemporal CAPM with Conditioning Variables.

Published in:

Management Science, 2013, v. 59, n. 1, p. 122, doi. 10.1287/mnsc.1120.1557

By:

Maio, Paulo

Publication type:

Article

International Diversification with Factor Funds.

Published in:

Management Science, 2010, v. 56, n. 9, p. 1500, doi. 10.1287/mnsc.1100.1191

By:

Eun, Cheol S.;
Lai, Sandy;
de Roon, Frans A.;
Zhang, Zhe

Publication type:

Article

An automated adaptive trading system for enhanced performance of emerging market portfolios.

Published in:

Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-025-00754-3

By:

Tudor, Cristiana;
Sova, Robert

Publication type:

Article

Short Term Momentum Profits And Risk Factors: An Evidence For Indian Stock Market.

Published in:

Journal of Contemporary Research in Management, 2015, v. 10, n. 2, p. 67

By:

Balakrishnan, A.

Publication type:

Article

DO GAMBLERS CORRECTLY PRICE MOMENTUM IN NBA BETTING MARKETS?

Published in:

Journal of Prediction Markets, 2011, v. 5, n. 1, p. 30

By:

Arkes, Jeremy

Publication type:

Article

PROFITABILITY OF PRICE, EARNINGS AND REVENUE MOMENTUM STRATEGIES: THE INDIAN EVIDENCE.

Published in:

Asian Academy of Management Journal of Accounting & Finance, 2015, v. 11, n. 1, p. 47

By:

Sehgal, Sanjay;
Jain, Kanu

Publication type:

Article

Overcoming Project Inertia and Gaining Project Momentum: Strategic Adaptation in Cultural Facilities Planning.

Published in:

International Journal of Arts Management, 2018, v. 21, n. 1, p. 28

By:

Thibodeau, Bruce D.;
Rüling, Charles-Clemens

Publication type:

Article

DISCUSSION ON SOME OF THE STATISTICAL PROPERTIES OF MOMENTUM RETURNS SERIES AT THE NEW YORK STOCK EXCHANGE.

Published in:

Scientific WORKS of the Union of Scientists in Bulgaria - Plovdiv. Series A. Social Sciences, Art & Culture, 2019, n. 5, p. 129

By:

Bogdanova, Boryana;
Nedev, Bozhidar;
Kosekova, Kamelia;
Popova, Ana

Publication type:

Article

Foreign Exchange Strategies Performance.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2018, v. 13, n. 2, p. 195, doi. 10.21919/remef.v13i2.275

By:

del Castillo Penna, Raúl Álvarez;
Núñez Mora, José Antonio;
Mata Mata, Leovardo

Publication type:

Article

Does volatility scaling improve the performance of momentum strategies in the Pakistan Stock Exchange?

Published in:

IBA Business Review, 2017, v. 12, n. 1, p. 1, doi. 10.54784/1990-6587.1046

By:

Sadaqat, Mohsin;
Butt, Hilal Anwar

Publication type:

Article

Performance of Momentum Investment Strategy During Stock Market Swings: A Study on Nifty 500.

Published in:

IUP Journal of Applied Finance, 2024, v. 30, n. 4, p. 30

By:

Saini, Poonam;
Chander, Ramesh

Publication type:

Article

A timing momentum strategy.

Published in:

Accounting & Finance, 2022, v. 62, n. 2, p. 1339, doi. 10.1111/acfi.12825

By:

Lin, Chaonan;
Yang, Nien‐Tzu;
Chou, Robin K.;
Ko, Kuan‐Cheng

Publication type:

Article

The fundamentals of momentum investing: European evidence on understanding momentum through fundamentals.

Published in:

Accounting & Finance, 2019, v. 59, p. 831, doi. 10.1111/acfi.12462

By:

Walkshäusl, Christian

Publication type:

Article

Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500.

Published in:

Accounting & Finance, 2019, v. 59, p. 657, doi. 10.1111/acfi.12452

By:

Inglis, Nick;
Vanstone, Bruce;
Hahn, Tobias

Publication type:

Article

Australian momentum: performance, capacity and the GFC effect.

Published in:

Accounting & Finance, 2017, v. 57, n. 1, p. 261, doi. 10.1111/acfi.12140

By:

Vanstone, Bruce J.;
Smith, Tom;
Hahn, Tobias

Publication type:

Article

Momentum in Australian style portfolios: risk or inefficiency?

Published in:

Accounting & Finance, 2016, v. 56, n. 2, p. 333, doi. 10.1111/acfi.12106

By:

Chan, Howard;
Docherty, Paul;
Gallagher, David

Publication type:

Article

Is default risk the hidden factor in momentum returns? Some empirical results.

Published in:

Accounting & Finance, 2014, v. 54, n. 3, p. 671, doi. 10.1111/acfi.12021

By:

Abinzano, Isabel;
Muga, Luis;
Santamaria, Rafael;
Berkman, Henk

Publication type:

Article

Momentum and Risk Adjustment.

Published in:

Journal of Alternative Investments, 2015, v. 18, n. 2, p. 91, doi. 10.3905/jai.2015.18.2.091

By:

DUDLER, MARTIN;
GMÜR, BRUNO;
MALAMUD, SEMYON

Publication type:

Article

Real Estate Mutual Funds: Herding, Momentum Trading and Performance.

Published in:

Real Estate Economics, 2014, v. 42, n. 1, p. 190, doi. 10.1111/1540-6229.12024

By:

Ro, SeungHan;
Gallimore, Paul

Publication type:

Article

Are Indian Investors Return Chasers? An Anatomy of their Trading Behavior.

Published in:

International Journal of Financial Management, 2016, v. 6, n. 3, p. 32, doi. 10.21863/ijfm/2016.6.3.035

By:

Bernard, Martin;
Deo, Malabika

Publication type:

Article

Strategies Based on Momentum and Term Structure in Financialized Commodity Markets.

Published in:

Business & Economics Research Journal, 2016, v. 7, n. 1, p. 31, doi. 10.20409/berj.2016116803

By:

Zaremba, Adam

Publication type:

Article

The Cross-Section of Expected Stock Returns in Brazil.

Published in:

2016

By:

Varga, Gyorgy;
Brito, Ricardo D.

Publication type:

Abstract

Does Momentum Still Exist in the Australian Stock-Market?

Published in:

International Journal of Business & Economics, 2012, v. 11, n. 1, p. 89

By:

Nandha, Imroze;
Singh, Harminder;
Silvers, Randy

Publication type:

Article

Holding momentum on the Johannesburg Stock Exchange.

Published in:

International Journal of Research in Business & Social Science, 2025, v. 14, n. 2, p. 205, doi. 10.20525/ijrbs.v14i2.3917

By:

de Beer, Johan

Publication type:

Article

Order Imbalance and Daily Momentum Investing: Evidence from Taiwan.

Published in:

Financial Review, 2012, v. 47, n. 4, p. 697, doi. 10.1111/j.1540-6288.2012.00343.x

By:

Chang, Chiao-Yi

Publication type:

Article

Discontinued Positive Feedback Trading and the Decline of Return Predictability.

Published in:

Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 7, p. 3062, doi. 10.1017/S0022109023000959

By:

Ben-David, Itzhak;
Li, Jiacui;
Rossi, Andrea;
Song, Yang

Publication type:

Article

Naïve Style-Level Feedback Trading in Passive Funds.

Published in:

Journal of Financial & Quantitative Analysis, 2022, v. 57, n. 3, p. 1083, doi. 10.1017/S0022109021000247

By:

Broman, Markus S.

Publication type:

Article

A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes.

Published in:

Journal of Financial & Quantitative Analysis, 2022, v. 57, n. 1, p. 1, doi. 10.1017/S0022109020000824

By:

Cooper, Ilan;
Mitrache, Andreea;
Priestley, Richard

Publication type:

Article

Cognitive Dissonance, Sentiment, and Momentum.

Published in:

Journal of Financial & Quantitative Analysis, 2013, v. 48, n. 1, p. 245, doi. 10.1017/S0022109012000592

By:

Antoniou, Constantinos;
Doukas, John A.;
Subrahmanyam, Avanidhar

Publication type:

Article

A Comparative Study of the Performance of Selected Trading Strategies during Recent Recovery of Indian Equity Market.

Published in:

Amity Business Review, 2016, v. 17, n. 1, p. 152

By:

Yadav, Dhanjay;
Jain, Girish

Publication type:

Article

Persistency of the momentum effect.

Published in:

European Financial Management, 2018, v. 24, n. 5, p. 856, doi. 10.1111/eufm.12140

By:

Chen, Hong‐Yi;
Chou, Pin‐Huang;
Hsieh, Chia‐Hsun

Publication type:

Article

The mixed vs the integrated approach to style investing: Much ado about nothing?

Published in:

European Financial Management, 2018, v. 24, n. 5, p. 829, doi. 10.1111/eufm.12139

By:

Leippold, Markus;
Rueegg, Roger

Publication type:

Article

MOMENTUM LIQUIDATION UNDER PARTIAU INFORMATION.

Published in:

Journal of Applied Probability, 2016, v. 53, n. 2, p. 341, doi. 10.1017/jpr.2016.4

By:

EKSTRÖM, ERIK;
VANNESTÅL, MARTIN

Publication type:

Article

The overlooked momentum traders in 401(k) plans.

Published in:

Financial Services Review, 2016, v. 25, n. 1, p. 51

By:

Ning Tang

Publication type:

Article

Can Liquidity and Investor Sentiment Factors Help Momentum Profits?

Published in:

Journal of Accounting, Finance & Management Strategy, 2018, v. 13, n. 2, p. 117

By:

Chia-Hsien Tang;
Yun-Chun Huang;
Shein-Yung Cheng;
Yen-Hsien Lee

Publication type:

Article

Co-existence of short-term reversals and momentum in the Australian equity market.

Published in:

Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 1, p. 55, doi. 10.1177/0312896214535789

By:

Chai, Daniel;
Do, Binh

Publication type:

Article

Concurrent momentum and contrarian strategies in the Australian stock market.

Published in:

Australian Journal of Management (Sage Publications Ltd.), 2016, v. 41, n. 1, p. 77, doi. 10.1177/0312896214534864

By:

Doan, Minh Phuong;
Alexeev, Vitali;
Brooks, Robert

Publication type:

Article

Is Japan Different? Evidence on Momentum and Market Dynamics.

Published in:

International Review of Finance, 2014, v. 14, n. 1, p. 141, doi. 10.1111/irfi.12024

By:

Hanauer, Matthias

Publication type:

Article